{"repo":"business-science/modeltime.resample","free":true,"listed":false,"github":"https://github.com/business-science/modeltime.resample","clone":"git clone https://github.com/business-science/modeltime.resample.git","description":"Resampling Tools for Time Series Forecasting with Modeltime","language":"R","stars":22,"topics":["resampling","time-series","cross-validation","accuracy-metrics","tidymodels","modeltime","modeltime-resample","backtesting","forecasting","bootstrap"],"license":null,"category":"trading","readme_excerpt":"modeltime.resample Model Performance and Stability Assessment Tools for Single Time Series, Panel Data, & Cross-Sectional Time Series Analysis A modeltime extension that implements forecast resampling tools that assess time-based model performance and stability for a single time series, panel data, and cross-sectional time series analysis. Installation CRAN version: Development version (latest features): Why Modeltime Resample? Resampling time series is an important strategy to evaluate the stability of models over time. However, it’s a pain to do this because it requires multiple for-loops to generate the predictions for multiple models and potentially multiple time series groups. Modeltime Resample simplifies the iterative forecasting process taking the pain away. Modeltime Resample makes it easy to: 1. Iteratively generate predictions from time series cross-validation plans. 2. Evaluate the resample predictions to compare many time series models across multiple time-series windows. Here is an example from Resampling Panel Data , where we can see that Prophet Boost and XGBoost Models outperform Prophet with Regressors for the Walmart Time Series Panel Dataset using the 6-Slice Time Series Cross Validation plan shown above. Model Accuracy for 6 Time Series Resamples Resampled Model Accuracy (3 Models, 6 Resamples, 7 Time Series Groups) Getting Started 1. Getting Started with Modeltime: Learn the basics of forecasting with Modeltime. 2. Resampling a Single Time Series: Learn ","default_branch":null,"files":null,"tree":[],"storefront":"/r/business-science","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/business-science/modeltime.resample/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}